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arXiv · 2202.01465

Eyring-Kramers type formulas for some piecewise deterministic Markov processes

Dorian Le Peutrec·Laurent Michel·Boris Nectoux
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Abstract

In this work, we give sharp asymptotic equivalents in the small temperature regime of the smallest eigenvalues of the generator of some piecewise deterministic Markov processes (including the ZigZag process and the Bouncy Particle Sampler process) with refreshment rate $\alpha$ on the one-dimensional torus T. These asymptotic equivalents are usually called Eyring-Kramers type formulas in the literature. The case when the refreshment rate $\alpha$ vanishes on T is also considered.

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Dorian Le Peutrec, Laurent Michel, Boris Nectoux. 2022-02-03. Eyring-Kramers type formulas for some piecewise deterministic Markov processes. https://arxiv.org/abs/2202.01465

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